VOW.DE vs. SPY
Compare and contrast key facts about Volkswagen AG (VOW.DE) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOW.DE or SPY.
Key characteristics
| VOW.DE | SPY | |
|---|---|---|
| YTD Return | -21.56% | 26.77% |
| 1Y Return | -20.31% | 37.43% |
| 3Y Return (Ann) | -25.66% | 10.15% |
| 5Y Return (Ann) | -6.56% | 15.86% |
| 10Y Return (Ann) | -1.85% | 13.33% |
| Sharpe Ratio | -0.88 | 3.06 |
| Sortino Ratio | -1.17 | 4.08 |
| Omega Ratio | 0.86 | 1.58 |
| Calmar Ratio | -0.28 | 4.44 |
| Martin Ratio | -1.21 | 20.11 |
| Ulcer Index | 18.98% | 1.85% |
| Daily Std Dev | 26.29% | 12.18% |
| Max Drawdown | -93.35% | -55.19% |
| Current Drawdown | -83.35% | -0.31% |
Correlation
The correlation between VOW.DE and SPY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VOW.DE vs. SPY - Performance Comparison
In the year-to-date period, VOW.DE achieves a -21.56% return, which is significantly lower than SPY's 26.77% return. Over the past 10 years, VOW.DE has underperformed SPY with an annualized return of -1.85%, while SPY has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VOW.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG (VOW.DE) and SPDR S&P 500 ETF (SPY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VOW.DE vs. SPY - Dividend Comparison
VOW.DE's dividend yield for the trailing twelve months is around 10.36%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOW.DE Volkswagen AG | 10.36% | 7.34% | 17.99% | 1.86% | 6.64% | 2.77% | 2.80% | 1.19% | 0.08% | 3.37% | 2.22% | 1.78% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VOW.DE vs. SPY - Drawdown Comparison
The maximum VOW.DE drawdown since its inception was -93.35%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VOW.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
VOW.DE vs. SPY - Volatility Comparison
Volkswagen AG (VOW.DE) has a higher volatility of 10.13% compared to SPDR S&P 500 ETF (SPY) at 3.88%. This indicates that VOW.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.